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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
622,114
Theory
607,028
USA
43,827
United States
42,574
Prognoseverfahren
40,834
Forecasting model
39,841
Schätzung
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Estimation
32,447
Welt
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World
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Deutschland
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Geldpolitik
23,257
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22,494
Germany
22,254
Portfolio-Management
19,784
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Risiko
18,173
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17,965
Mathematische Optimierung
17,303
Mathematical programming
17,194
Stochastischer Prozess
17,067
Stochastic process
16,625
Time series analysis
15,487
Wirtschaftswachstum
14,747
Volatilität
14,540
Volatility
14,247
Economic growth
14,079
Börsenkurs
13,545
Share price
13,317
Spieltheorie
12,896
Game theory
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Schätztheorie
11,935
Wirtschaftsprognose
11,652
Kapitaleinkommen
11,609
Experiment
11,571
Capital income
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11,535
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EU-Staaten
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Free
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Article
8,010
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1
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Franses, Philip Hans
166
Koopman, Siem Jan
155
Phillips, Peter C. B.
134
Gil-Alaña, Luis A.
122
Caporale, Guglielmo Maria
100
McAleer, Michael
92
Koop, Gary
87
Pesaran, M. Hashem
87
Hyndman, Rob J.
78
Kapetanios, George
78
Lütkepohl, Helmut
78
Sibbertsen, Philipp
76
Swanson, Norman R.
76
Härdle, Wolfgang
73
Teräsvirta, Timo
73
Marcellino, Massimiliano
71
Kunst, Robert M.
69
Gupta, Rangan
62
Harvey, Andrew C.
61
Lucas, André
61
Ravazzolo, Francesco
60
Gao, Jiti
59
Lux, Thomas
59
Dijk, Herman K. van
55
Maravall Herrero, Agustín
55
Hendry, David F.
53
Bauwens, Luc
52
Feng, Yuanhua
52
Hassler, Uwe
52
Proietti, Tommaso
52
Timmermann, Allan
51
Granger, C. W. J.
50
Hallin, Marc
50
Stock, James H.
50
Engle, Robert F.
47
Ghysels, Eric
46
Saikkonen, Pentti
45
Taylor, Robert
44
Beran, Jan
42
Dijk, Dick van
42
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National Bureau of Economic Research
78
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Econometrisch Instituut <Rotterdam>
8
European University Institute / Department of Law
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
London School of Economics and Political Science
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Institut für Weltwirtschaft
4
Rutgers University / Department of Economics
4
University of Cambridge / Department of Applied Economics
4
University of Canterbury / Dept. of Economics and Finance
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Boston College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
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International journal of forecasting
497
Journal of econometrics
392
Journal of forecasting
303
Economics letters
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
271
Discussion paper / Tinbergen Institute
207
Econometric theory
199
Econometric reviews
148
Economic modelling
148
Applied economics
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Working paper / Department of Econometrics and Business Statistics, Monash University
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
120
Working paper
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
111
Journal of applied econometrics
100
Energy economics
99
Computational economics
89
CREATES research paper
88
Applied economics letters
87
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Journal of economic dynamics & control
71
Journal of empirical finance
70
NBER Working Paper
64
NBER working paper series
64
CESifo working papers
63
EUI working paper / ECO
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Cowles Foundation discussion paper
60
Oxford bulletin of economics and statistics
60
Working paper / National Bureau of Economic Research, Inc.
60
Tinbergen Institute Discussion Paper
59
European journal of operational research : EJOR
57
The econometrics journal
56
Econometrics : open access journal
54
Finance research letters
52
CAMA working paper series
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
SFB 649 discussion paper
50
Discussion papers of interdisciplinary research project 373
48
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Source
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ECONIS (ZBW)
15,583
EconStor
385
USB Cologne (EcoSocSci)
11
OLC EcoSci
5
RePEc
2
USB Cologne (business full texts)
1
ArchiDok
1
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1
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
2
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
3
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
4
On the forecasting of economic time series : structural versus data-based approaches
Wang, Mu-Chun
-
2009
-
1. ed.
Persistent link: https://www.econbiz.de/10003868101
Saved in:
5
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
6
Forecasting Peruvian macroeconomic variables with Bayesian Vector autorregressions with time-varying in the mean
Pérez Forero, Fernando
-
2021
Persistent link: https://www.econbiz.de/10012543349
Saved in:
7
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
8
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
-
1998
Persistent link: https://www.econbiz.de/10000981021
Saved in:
9
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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